+98.2%
DD vs CAPR
-65.7%
+164.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | +5.0% | +5.9% | -0.9% | +4.8% |
| 30D | +19.7% | +44.6% | -24.9% | +18.8% |
| 3M | +7.2% | +126.4% | -119.2% | +5.3% |
| 6M | +1.0% | -68.6% | +69.6% | +1.6% |
| YTD | +29.1% | -67.0% | +96.1% | +29.4% |
| 1Y | +28.5% | +65.2% | -36.7% | +20.6% |
| 3Y | +89.4% | +235.6% | -146.1% | +69.8% |
| 5Y | +67.1% | +175.4% | -108.3% | +48.4% |
| All | +98.2% | -65.7% | +164.0% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling